Question: Consider a 1-year option with exercise price dollar 100 on a stock with annual standard deviation 15% The T- bill rate is 2% per year

Consider a 1-year option with exercise price dollar 100 on a stock with annual standard deviation 15% The T- bill rate is 2% per year Find N(d_1)for stock prices dollar 95 dollar 100 and dollar 105 (Do not round intermediate calculations Round your answers to 4 decimal places.)

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